Risk Management/Risk in financial services - Level -1
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Date : 01.11.2020
Questions were straight forward . Major questions from credit and market risk. (Module B and Module D).
Numericals:
1. Case study on Measurement of duration ,modified duration ,convexity
(Face value =3000
Coupon rate = 8% qrty
Yield = 8%)
2. Case study for measurement of charge capital of market risk
3. Case study on Calculation on MCLR ,it was out of the syllabus 😋
4. Case study on Liquidity /maturity
5. Case study on BPV
6. Case study on FX and related calculation
7. Calculation of volatility ,VAR and sensitivity
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